2. An Aggregation Function
We now recall the definition of an aggregation function [
1,
2,
3,
4,
6,
7]. Let
be the closed unit interval [0,1], and
. Furthermore,
if and only if
.
Definition 1. An n-ary aggregation function satisfies:
, for and ;
If, thenfor;
and .
The generalized inputs of an aggregation function are a subdomain of the extended real line . They can be any type (open, closed, …) of interval. For simplicity, we deal with the closed unit interval [0,1]. An extended aggregation function is a mapping whose restriction to is the n-ary aggregation function for any . When no confusion can arise, we use the convenient notation to represent .
For
, some well-known examples of aggregation functions [
1,
2,
3,
4,
6,
7] are as follows:
Median Md defined by Md if n is odd and Md if n is even where .
Arithmetic mean (AM) AM.
Weighted arithmetic mean (WAM) WAM, where , , .
Geometric mean (GM) GM.
Harmonic mean (HM) HM.
Minimum (min) min and maximum (max) max.
Product function .
Projection function to the kth coordinate .
The weakest aggregation function
The strongest aggregation function
Operator for .
For all , the relationship between the arithmetic mean, the geometric mean, the harmonic mean, the minimum, the maximum, the product function, the weakest aggregation function, and the strongest aggregation function is
.
The algebraic and analytical properties of aggregation functions [
1,
2,
3,
4,
6,
7] are described as follows:
Definition 2. An aggregation function is called
having a neutral element , if for , we have .
having an annihilator element , if for , we have .
additive, if for any , we have .
associative, if for all , we have .
idempotent, if for all , we have .
symmetric, if for all and for any permutation of {1, 2,…,n}, we have .
bisymmetric, if for all ,, we have .
continuous,,, if for , then .
c-Lipschitzian with respect to the norm , if for some constant , we have the Lipschitz condition for all and .
The Minkowski norm of order
,
-norm, defined by
is a well-known norm. When
,
is called the Chebyshev norm. Since
for all
,
and
, it follows that each
d-Lipschitzian with respect to
-norm implies
d-Lipschitzian with respect to
-norm,
. Additionally, each
d-Lipschitzian with respect to
-norm implies
d-Lipschitzian with respect to
-norm,
.
The best Lipschitz constant is the greatest lower bound
d of
b such that
is
d-Lipschitzian but
is not
b–Lipschitzian for any
. Two types of best Lipschitz constant are considered: theoretical best Lipschitz constant and empirical best Lipschitz constant. Theoretical best Lipschitz constant is obtained analytically by the triangular inequality and the Hölder inequality [
1,
3,
4]. Empirical best Lipschitz constant is obtained by finding the maximum value of
for
,
and
,
. For an aggregation function
, the mathematical programming model of the empirical best Lipschitz constant with respect to
-norm is
The feasible region of constraints for the mathematical programming model (1) is not compact. The denominator of the objective function is required to be greater than a small positive number
. Following the data envelopment analysis, this small number
is called a non-Archimedean number [
18]. The mathematical programming model (1) becomes
It follows that the largest objective function of the mathematical programming model (2) is the empirical best Lipschitz constant. If is a binding constraint, the value of objective function is dependent of the non-Archimedean number . Since the empirical best Lipschitz constants are the actual best Lipschitz constants, the analytical behaviors of the aggregation function can be analyzed by the behaviors of the empirical best Lipschitz constants.
The following definition establishes that a non-idempotent aggregation function can be transformed into an idempotent one [
1,
3,
4].
Definition 3. Let be an aggregation function such that is strictly increasing and then the idempotent aggregation function is given by , which is called idempotized A.
To characterize the mean
, the first one is Cauchy’s internality property [
9]. A mean
M is an internal function, i.e.,
. The second is the Chisini′s equation. A mean
M with respect to the function
is a number M such that The Chisini′s equation can be rewritten as
Under some constraints, the mean that is obtained from the solution of Chisini’s equation can fulfill Cauchy’s internality property [
1,
3,
4], described as follows:
Definition 4. A function is an average associated with F in if there exists a nondecreasing and idempotizable function satisfying .
From Definitions 3 and 4, it is implied that M is the idempotized F if and only if M is an average associated with F. When F is considered as the sum and the product, the idempotized F is the arithmetic mean and the geometric mean, respectively. The following sections will analyze and compare the optimal solutions and the best Lipschitz constants between an aggregation function and associated idempotized aggregation function.
3. The Best Lipschitz Constants of the Sum and Arithmetic Mean Functions
This section deals with the sum function
and the arithmetic mean
. The arithmetic mean is the idempotized sum function. Additionally, the arithmetic mean is an average associated with the sum function. The domain of the arithmetic mean is [0, 1], so the domain of the sum function is
. The arithmetic mean is an aggregation function with minimal Lipschitz constant with respect to
-norm, we will show related results for the other
-norms. It is evident that the sum function satisfies additive, associative, symmetric, bisymmetric, continuous, and Lipschitzian but non-idempotent. The sum function has neutral element
but no annihilator element [
1,
3,
4].
A variant of the sum function is the bounded sum . The bounded sum preserves some properties of the original sum function, such as the associativity, symmetry, bisymmetry, continuity, Lipschitzian, non-idempotency and neutral element . Two different properties exist between and . The sum function possesses additivity and no annihilator element, while the bounded sum function dissatisfies additive and has annihilator element .
We now present the optimal solutions and the empirical best Lipschitz constant of an aggregation function empirically. This paper conducts some computational experiments to empirically study the influence of the number of variables, the Minkowski norm, the number of steps, and the type of aggregation function on the optimal inputs and the empirical best Lipschitz constant performance.
The first numerical experiment is conducted to find the forms of optimal solutions
x and
y, and the empirical best Lipschitz constant for
. For
-norm, the mathematical programming model is
Since the sum function is a symmetric one, without loss of generality, let
,
, the mathematical programming model (3) becomes
Let
be the number of steps, the discrete approximation of the mathematical programming model (4) is
For the number of variables
,
-norm,
and the number of steps
, we perform an exhaustive search for all
,
and
with the objective function
For the two-variable
and
-norm, the optimal value for the objective function (5) is
and is attained at the multiple solutions
and
,
,
. For
-norm,
, the multiple optimal solutions
and
,
,
yield the largest objective function
These optimal solutions are verified by applying the popular modelling language LINGO [
19], which utilizes the power of linear and nonlinear optimization to solve mathematical problems (4). When the Chebyshev norm
, the empirical best Lipschitz constant becomes 2. The empirical best Lipschitz constant
will increase as the order
p increases.
For the three-variable , the multiple optimal solutions are and , , and and , , with the associated empirical best Lipschitz constant 1 and for and , respectively. These optimal solutions are verified by applying LINGO with , . If , we find the empirical best Lipschitz constant 3.
Theoretically, applying the triangular inequality and the Hölder inequality, the result of a more general n-ary sum function is described as follows.
Theorem 1. For the sum function , the theoretical best Lipschitz constant is and n for and , respectively. The associated optimal solutions are and , , and and , , for and , respectively.
Proof of Theorem 1. From the triangular inequality, we have
for
,
[
2,
3,
5]. From the Hölder inequality, for
,
, we obtain
It follows that the theoretical best Lipschitz constant is . The theoretical best Lipschitz constants of the solutions and , , and and , ,
, are 1 and for and , respectively. Therefore, these solutions are the optimal ones. □
From Theorem 1, it is implied that the theoretical best Lipschitz constants are the same as those of the empirical best Lipschitz constants. Therefore, the theoretical and empirical best Lipschitz constant of the sum function is . The best Lipschitz constant increases with increases in either the order p, or the number of variables n. Moreover, our numerical experiment indicates that the optimal solutions are multiple and the theoretical best Lipschitz constants are attainable.
According to the experiment we perform on a bounded sum function, the empirical best Lipschitz constants and associated optimal solutions and of the sum function and those of the bounded sum function coincide.
For the arithmetic mean , it is evident that AM fulfills additive, idempotent, symmetric, bisymmetric, continuous, and Lipschitzian, but non-associative and has no neutral element and no annihilator element.
We now present the optimal values of
x and
y and the empirical best Lipschitz constant of AM
. Since
for
,
and
,
. The result of AM
are directly linked to related results of the sum function described as follows.
For the AM, the theoretical best Lipschitz constant is and 1 for and , respectively. The associated multiple optimal solutions are and , , and and , , for and , respectively.
It implies that the theoretical best Lipschitz constants, which are the same as those of the empirical best Lipschitz constants. Therefore, the theoretical and empirical best Lipschitz constant is . The best Lipschitz constant increases for either the number of variables n increasing or the order p increasing. Moreover, the optimal solutions are multiple and the theoretical best Lipschitz constants are attainable.
We compare the algebraic and analytical properties of
and AM
head to head. The differences of both kinds of aggregation functions exist among the idempotency, associativity, and neutral element. The sum function satisfies associative and non-idempotent, and has neutral element
. While the arithmetic mean satisfies non-associative and idempotent and has no neutral element. For the sum and arithmetic mean functions, the associated multiple optimal solutions of the empirical best Lipschitz constants are identical and are
and
,
,
and
and
,
,
for
and
, respectively. For
-norm,
, the empirical best Lipschitz constant is
for the sum function and
for the arithmetic mean, which are the same as those of analytical method. The ratio of the best Lipschitz constant of the sum to that of the arithmetic mean is
n, which is independent of
p. Moreover, our numerical experiments indicate that the optimal solutions are multiple, and the theoretical best Lipschitz constants are attainable. The multiple optimal solutions can be expected, since
and AM
satisfy symmetry. More precisely, if
and
is an optimal solution, then
and
is also an optimal solution for any permutation
of {1, 2,…,
n}. The AM
is a kernel aggregation function, which is a maximally stable aggregation function with respect to possible input errors [
20]. The theoretical best Lipschitz constants of AM
and associated
are attainable.
4. The Best Lipschitz Constants of the Product and Geometric Mean Functions
This section is devoted to the product function and the geometric mean GM . The geometric mean is the idempotized product function. Additionally, the geometric mean is an average associated with the product function. The domains of the product function and the geometric mean GM are . Evidently, the product function satisfies associative, symmetric, bisymmetric, continuous and Lipschitzian, but non-additive and non-idempotent. The product function has neutral element and annihilator element .
The second experiment is concerned with an exhaustive search for a product function
, with the objective of maximizing the empirical Lipschitz constant performance. For the number of variables
,
-norm,
and the number of steps
, we perform an exhaustive search for all
,
and
to find the optimal value of the objective function
Consider the two-variable programming problem. For
-norm, the optimal value of the objective function (7) is
and the associated multiple optimal solutions are
and
,
. For
-norm,
, the unique optimal solution
and
,
, yields the largest objective function
These optimal solutions are verified by adopting LINGO with , . The limit of the largest objective function is equal to as the number of steps m approaches . Since , , the limit of the empirical best Lipschitz constant is unattainable. The value of grows with increases in p. When , the limit value 1 is the same as that of -norm. Furthermore, if , the limit of the empirical best Lipschitz constant becomes 2.
For the three-variable product function , we get the multiple optimal solutions , , and the unique optimal solution , , with the associated empirical best Lipschitz constant 1 and for and , respectively. These optimal solutions are verified by adopting LINGO with , . For , we can make the empirical best Lipschitz constant as close to as we please, provided we choose m sufficiently close to . When , the limit of the empirical best Lipschitz constant becomes 1, which is the same as that of -norm. Furthermore, if , the limit of the empirical best Lipschitz constant is 3.
By induction on n, the empirical best Lipschitz constant is 1 and for and , respectively. The associated optimal solutions are and , and and , for and , respectively. The empirical best Lipschitz constant of can be made close to by taking m sufficiently close to .
Theoretically, the result of a more general n-ary product function is presented as follows.
Theorem 2. For an n-ary product function , the theoretical best Lipschitz constant is for .
Proof of Theorem 2. From the triangular inequality, the Hölder inequality and
,
, we have
It follows that the theoretical best Lipschitz constant is . □
From Theorem 2, the theoretical best Lipschitz constant increases for either the number of variables n increasing or the order p increasing. The theoretical best Lipschitz constant coincides with the limit of the empirical best Lipschitz constant. However, our numerical experiment indicates that the theoretical best Lipschitz constant , , is unattainable because for all . Therefore, the actual best Lipschitz constant of the product function is 1 and for and , respectively.
The geometric mean GM satisfies idempotent, symmetric, bisymmetric, and continuous, but non-associative, non-additive, and non-Lipschitzian. The geometric function has annihilator element but no neutral element.
The third computational experiment is empirically studying the empirical best Lipschitz constant of GM
. For the number of variables
,
-norm,
, and the number of steps
, we perform an exhaustive search for all
,
, and
with the objective of maximizing the Lipschitz constant
For the two-variable GM , the optimal value for the objective function (8) is . For -norm, , the associated unique optimal solution is and , . For -norm, the associated multiple optimal solutions are , and , , . These optimal solutions are verified by applying LINGO with , . The empirical best Lipschitz constant tends to infinity as m takes on arbitrarily large positive value. Therefore, the two-variable GM does not satisfy the Lipschitz condition.
For the three-variable , the unique optimal solution and , , has the largest Lipschitz constant for -norm, . For -norm, the multiple optimal solutions are , , and , , with associated empirical best Lipschitz constant . These optimal solutions are verified by applying LINGO with , . For , we can make the empirical best Lipschitz constant as close to as we please, provided we choose m sufficiently close to . It implies that the three-variable does not fulfill the Lipschitz condition.
By induction on n, the empirical best Lipschitz constant of an n-ary geometric mean function is for all . The associated optimal solutions are , , for and , and , , for . For and -norm , the best Lipschitz constant approaches plus infinity as m approaches plus infinity. This can be expected since , , is not differentiable at . Additionally, , , is not uniformly continuous on . Note that the best Lipschitz constant, is independent of order p.
Comparing the algebraic and analytical properties of and , the differences of the adopted properties exist among the associativity, idempotency, Lipschitzian, and neutral element. The product function satisfies associative, non-idempotent, Lipschitzian, and has neutral element . While the geometric mean satisfies non-associative, idempotent, non-Lipschitzian, and has no neutral element. The associated optimal solutions of the product function and those of the geometric mean function are different. The associated optimal solutions of the product function are , , and , , for and , respectively. The associated optimal solutions of the geometric mean function are , , for and , , and , , for . The empirical best Lipschitz constant of the product function is 1 and for and , respectively. The empirical best Lipschitz constant of the geometric mean function is for all . As m approaches infinity, the empirical best Lipschitz constant approaches and infinity for the product function and the geometric mean function, respectively. Moreover, our numerical experiments indicate that the limits of the empirical best Lipschitz constants of the product and geometric mean functions are unattainable as m approaches infinity. The reason is because the non-kernel aggregation functions of the product and geometric mean functions. Moreover, the product function do not fulfill the Lipschitz condition.